I'm not sure if they are still around, but there seems to be a nice wall at the youth center (군산 청소년수련원 실내인공암벽장). It's at Songrung-dong 954-3 Daepyojeonha Phone 063-461-4166 (fax 063-461-3888). Not sure what the rules are, but someone there or at the wall might be able to help you out.
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"If you can't do something well, you might as well learn to enjoy doing it poorly." -- from a de-motivational poster, but I find it oddly liberating!
My girlfriend and I are coming to Gunsan for a year from mid July. We will be working weekdays from 13:00 to 21:00, but looking for climbing gyms/crags/friends close by for during the week and weekends. Please let us know if you find anything good